CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 684-6 675-0 -9-6 -1.4% 706-4
High 688-4 677-0 -11-4 -1.7% 711-2
Low 674-0 667-0 -7-0 -1.0% 690-2
Close 675-0 667-4 -7-4 -1.1% 690-6
Range 14-4 10-0 -4-4 -31.0% 21-0
ATR 12-0 11-6 -0-1 -1.2% 0-0
Volume 53,625 43,792 -9,833 -18.3% 250,233
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 700-4 694-0 673-0
R3 690-4 684-0 670-2
R2 680-4 680-4 669-3
R1 674-0 674-0 668-3 672-2
PP 670-4 670-4 670-4 669-5
S1 664-0 664-0 666-5 662-2
S2 660-4 660-4 665-5
S3 650-4 654-0 664-6
S4 640-4 644-0 662-0
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 760-3 746-5 702-2
R3 739-3 725-5 696-4
R2 718-3 718-3 694-5
R1 704-5 704-5 692-5 701-0
PP 697-3 697-3 697-3 695-5
S1 683-5 683-5 688-7 680-0
S2 676-3 676-3 686-7
S3 655-3 662-5 685-0
S4 634-3 641-5 679-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 702-0 667-0 35-0 5.2% 11-0 1.7% 1% False True 45,136
10 711-2 667-0 44-2 6.6% 12-4 1.9% 1% False True 48,933
20 711-2 667-0 44-2 6.6% 11-4 1.7% 1% False True 46,764
40 711-2 637-2 74-0 11.1% 12-0 1.8% 41% False False 48,275
60 711-2 635-4 75-6 11.3% 12-1 1.8% 42% False False 51,318
80 711-2 635-4 75-6 11.3% 12-1 1.8% 42% False False 46,966
100 730-6 635-4 95-2 14.3% 12-4 1.9% 34% False False 43,053
120 741-2 635-4 105-6 15.8% 12-5 1.9% 30% False False 38,940
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 719-4
2.618 703-1
1.618 693-1
1.000 687-0
0.618 683-1
HIGH 677-0
0.618 673-1
0.500 672-0
0.382 670-7
LOW 667-0
0.618 660-7
1.000 657-0
1.618 650-7
2.618 640-7
4.250 624-4
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 672-0 677-6
PP 670-4 674-3
S1 669-0 670-7

These figures are updated between 7pm and 10pm EST after a trading day.

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